Strong stochastic Runge-Kutta-Munthe-Kaas methods for nonlinear Itô SDEs on manifolds (Q6064947): Difference between revisions
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scientific article; zbMATH DE number 7763890
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Strong stochastic Runge-Kutta-Munthe-Kaas methods for nonlinear Itô SDEs on manifolds |
scientific article; zbMATH DE number 7763890 |
Statements
Strong stochastic Runge-Kutta-Munthe-Kaas methods for nonlinear Itô SDEs on manifolds (English)
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10 November 2023
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stochastic Runge-Kutta method
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Runge-Kutta-Munthe-Kaas scheme
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Casimir functions
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